Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
15,580 |
15,550 |
-30 |
-0.2% |
15,325 |
High |
15,620 |
15,595 |
-25 |
-0.2% |
15,660 |
Low |
15,465 |
15,455 |
-10 |
-0.1% |
15,305 |
Close |
15,545 |
15,485 |
-60 |
-0.4% |
15,560 |
Range |
155 |
140 |
-15 |
-9.7% |
355 |
ATR |
182 |
179 |
-3 |
-1.6% |
0 |
Volume |
10,366 |
7,309 |
-3,057 |
-29.5% |
48,346 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,932 |
15,848 |
15,562 |
|
R3 |
15,792 |
15,708 |
15,524 |
|
R2 |
15,652 |
15,652 |
15,511 |
|
R1 |
15,568 |
15,568 |
15,498 |
15,540 |
PP |
15,512 |
15,512 |
15,512 |
15,498 |
S1 |
15,428 |
15,428 |
15,472 |
15,400 |
S2 |
15,372 |
15,372 |
15,459 |
|
S3 |
15,232 |
15,288 |
15,447 |
|
S4 |
15,092 |
15,148 |
15,408 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,573 |
16,422 |
15,755 |
|
R3 |
16,218 |
16,067 |
15,658 |
|
R2 |
15,863 |
15,863 |
15,625 |
|
R1 |
15,712 |
15,712 |
15,593 |
15,788 |
PP |
15,508 |
15,508 |
15,508 |
15,546 |
S1 |
15,357 |
15,357 |
15,528 |
15,433 |
S2 |
15,153 |
15,153 |
15,495 |
|
S3 |
14,798 |
15,002 |
15,463 |
|
S4 |
14,443 |
14,647 |
15,365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,660 |
15,455 |
205 |
1.3% |
143 |
0.9% |
15% |
False |
True |
9,310 |
10 |
15,660 |
15,215 |
445 |
2.9% |
141 |
0.9% |
61% |
False |
False |
9,090 |
20 |
15,790 |
14,675 |
1,115 |
7.2% |
199 |
1.3% |
73% |
False |
False |
13,056 |
40 |
15,810 |
14,675 |
1,135 |
7.3% |
189 |
1.2% |
71% |
False |
False |
11,973 |
60 |
15,810 |
14,675 |
1,135 |
7.3% |
194 |
1.3% |
71% |
False |
False |
12,002 |
80 |
15,810 |
13,985 |
1,825 |
11.8% |
190 |
1.2% |
82% |
False |
False |
9,049 |
100 |
15,810 |
13,970 |
1,840 |
11.9% |
160 |
1.0% |
82% |
False |
False |
7,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,190 |
2.618 |
15,962 |
1.618 |
15,822 |
1.000 |
15,735 |
0.618 |
15,682 |
HIGH |
15,595 |
0.618 |
15,542 |
0.500 |
15,525 |
0.382 |
15,509 |
LOW |
15,455 |
0.618 |
15,369 |
1.000 |
15,315 |
1.618 |
15,229 |
2.618 |
15,089 |
4.250 |
14,860 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
15,525 |
15,550 |
PP |
15,512 |
15,528 |
S1 |
15,498 |
15,507 |
|